+125.9%
EWJ vs UPRO
+1,087.5%
-961.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | +4.0% | +7.4% | -3.4% | +2.2% |
| 30D | -4.3% | -7.9% | +3.6% | -2.5% |
| 3M | -6.8% | -12.0% | +5.2% | -4.1% |
| 6M | -0.9% | -2.0% | +1.1% | -0.9% |
| YTD | +14.3% | +20.4% | -6.1% | +8.6% |
| 1Y | +15.3% | +24.5% | -9.2% | +8.6% |
| 3Y | +65.6% | +224.4% | -158.7% | +21.4% |
| 5Y | +47.5% | +97.6% | -50.2% | +13.7% |
| All | +125.9% | +1,087.5% | -961.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling